Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-12-28 0.221078 0.237872 0.255853 0.276629 0.300086 0.325886 0.356594
2026-01-04 0.203001 0.225630 0.251120 0.282254 0.319669 0.363730 0.420385
2026-01-11 0.186109 0.211698 0.241602 0.279678 0.327701 0.387459 0.469487
2026-01-18 0.175794 0.203920 0.237838 0.282633 0.341659 0.419003 0.532168
2026-01-25 0.162433 0.191041 0.226324 0.274178 0.339325 0.428139 0.564861
2026-02-01 0.150973 0.179555 0.215455 0.265228 0.334876 0.433128 0.591368
2026-02-08 0.143789 0.172928 0.210205 0.263060 0.339164 0.450490 0.638877
2026-02-15 0.140501 0.171034 0.210888 0.268826 0.354992 0.486463 0.722568
2026-02-22 0.135360 0.166320 0.207366 0.268220 0.361099 0.507796 0.784877
2026-03-01 0.130329 0.161442 0.203256 0.266334 0.364874 0.525519 0.843765
2026-03-08 0.125022 0.155903 0.197872 0.262108 0.364447 0.535891 0.890155
2026-03-15 0.120106 0.150663 0.192613 0.257663 0.363178 0.544471 0.934441
2026-03-22 0.117828 0.149079 0.192613 0.261427 0.376068 0.580744 1.049608
2026-03-29 0.116313 0.148474 0.193962 0.267335 0.393124 0.627376 1.204119
2026-04-05 0.112745 0.144764 0.190512 0.265310 0.396066 0.646811 1.297168
2026-04-12 0.110718 0.143180 0.190135 0.268203 0.408046 0.686450 1.460190
2026-04-19 0.106144 0.137698 0.183591 0.260466 0.399699 0.681700 1.491534
2026-04-26 0.101713 0.132285 0.176948 0.252216 0.389771 0.672349 1.506441
2026-05-03 0.099063 0.129415 0.174101 0.250224 0.391587 0.689512 1.614728
2026-05-10 0.098305 0.129314 0.175523 0.255572 0.408057 0.742999 1.876260
2026-05-17 0.096240 0.127170 0.173629 0.255014 0.412715 0.769091 2.051401
2026-05-24 0.094024 0.124723 0.171151 0.253269 0.414781 0.789083 2.214347
2026-05-31 0.091452 0.121658 0.167568 0.249354 0.412015 0.796241 2.325443